YCA.L vs. ACWI.L
YCA.L (Yellow Cake plc) is a stock, while ACWI.L (SPDR MSCI ACWI UCITS ETF) is Global Equities fund tracking the MSCI ACWI NR USD. Over the past 5 years, YCA.L returned 15.32%/yr vs 12.52%/yr for ACWI.L. At a 0.28 correlation, their price movements are largely independent.
Performance
YCA.L vs. ACWI.L - Performance Comparison
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Different Trading Currencies
YCA.L is traded in GBp, while ACWI.L is traded in GBP. To make them comparable, the ACWI.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, YCA.L achieves a -4.90% return, which is significantly lower than ACWI.L's 11.83% return.
YCA.L
- 1D
- -1.75%
- 1M
- -6.17%
- YTD
- -4.90%
- 6M
- 1.99%
- 1Y
- 14.52%
- 3Y*
- 9.86%
- 5Y*
- 15.32%
- 10Y*
- —
ACWI.L
- 1D
- -0.04%
- 1M
- 5.29%
- YTD
- 11.83%
- 6M
- 12.33%
- 1Y
- 30.27%
- 3Y*
- 18.14%
- 5Y*
- 12.52%
- 10Y*
- 13.49%
YCA.L vs. ACWI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
YCA.L Yellow Cake plc | -4.90% | 18.45% | -19.19% | 65.11% | 10.18% | 36.55% | 23.88% | -12.23% | 12.25% |
ACWI.L SPDR MSCI ACWI UCITS ETF | 11.83% | 14.32% | 19.66% | 15.59% | -8.59% | 20.28% | 11.89% | 21.92% | -5.62% |
Correlation
The correlation between YCA.L and ACWI.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2018 | 0.28 |
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Return for Risk
YCA.L vs. ACWI.L — Risk / Return Rank
YCA.L
ACWI.L
YCA.L vs. ACWI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Yellow Cake plc (YCA.L) and SPDR MSCI ACWI UCITS ETF (ACWI.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| YCA.L | ACWI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.45 | ||
| Sortino ratioReturn per unit of downside risk | -3.10 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.55 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | 4.28 | -3.60 |
| Martin ratioReturn relative to average drawdown | 1.39 | 17.31 | -15.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| YCA.L | ACWI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 2.89 | -2.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.96 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.94 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.81 | -0.41 |
Drawdowns
YCA.L vs. ACWI.L - Drawdown Comparison
The maximum YCA.L drawdown since its inception was -48.15%, which is greater than ACWI.L's maximum drawdown of -25.44%. Use the drawdown chart below to compare losses from any high point for YCA.L and ACWI.L.
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Drawdown Indicators
| YCA.L | ACWI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.15% | -25.44% | -22.71% |
Max Drawdown (1Y)Largest decline over 1 year | -23.13% | -7.05% | -16.08% |
Max Drawdown (3Y)Largest decline over 3 years | -48.15% | -18.07% | -30.08% |
Max Drawdown (5Y)Largest decline over 5 years | -48.15% | -18.07% | -30.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.44% | — |
Current DrawdownCurrent decline from peak | -24.38% | -0.41% | -23.97% |
Average DrawdownAverage peak-to-trough decline | -17.57% | -3.67% | -13.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.19% | 1.74% | +9.45% |
Volatility
YCA.L vs. ACWI.L - Volatility Comparison
Yellow Cake plc (YCA.L) has a higher volatility of 9.32% compared to SPDR MSCI ACWI UCITS ETF (ACWI.L) at 2.90%. This indicates that YCA.L's price experiences larger fluctuations and is considered to be riskier than ACWI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YCA.L | ACWI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.32% | 2.90% | +6.42% |
Volatility (6M)Calculated over the trailing 6-month period | 22.05% | 7.75% | +14.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.05% | 10.42% | +24.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.29% | 13.05% | +24.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.88% | 14.39% | +20.49% |
Dividends
YCA.L vs. ACWI.L - Dividend Comparison
Neither YCA.L nor ACWI.L has paid dividends to shareholders.
Frequently Asked Questions
YCA.L and ACWI.L have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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